Tour v346
TSM
TAIWAN SEMICONDUCTOR ADR
$398.37 -2.77%
$397.97 (-0.10%)🌙
as of 07/17 06:06 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 283,403
Calls: 112,157 (40%)
Puts: 171,246 (60%)
Prior (07/16) 408,409
Calls: 221,885 (54%)
Puts: 186,524 (46%)
Current vs Prior -30.61%
Calls: -49.45% (Calls)
Puts: -8.19% (Puts)
Prior 7-Day Total 1,671,213
Calls: 829,215 (50%)
Puts: 841,998 (50%)
Prior 7-Day Average 238,744
Calls: 118,459 (50%)
Puts: 120,285 (50%)
Current vs Prior 7-Day Avg +18.71%
Calls: -5.32%
Puts: +42.37%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $308.92M
Calls: $152.46M (49%)
Puts: $156.46M (51%)
Prior (07/16) $508.63M
Calls: $243.63M (48%)
Puts: $265.00M (52%)
Current vs Prior -39.26%
Calls: -37.42%
Puts: -40.96%
Prior 7-Day Total $1.93B
Calls: $1.18B (61%)
Puts: $750.59M (39%)
Prior 7-Day Average $275.69M
Calls: $168.47M (61%)
Puts: $107.23M (39%)
Current vs Prior 7-Day Avg +12.05%
Calls: -9.50%
Puts: +45.92%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 1.53
Prior (07/16) 0.84
Current vs Prior +81.63%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg +40.28%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 2,282,855
Calls: 1,037,752 (45%)
Puts: 1,245,103 (55%)
Prior (07/16) 2,186,399
Calls: 964,498 (44%)
Puts: 1,221,901 (56%)
Current vs Prior +4.41%
Prior 7-Day Total 13,849,435
Calls: 6,072,619 (44%)
Puts: 7,776,816 (56%)
Prior 7-Day Average 1,978,490
Calls: 867,517 (44%)
Puts: 1,110,973 (56%)
Current vs Prior 7-Day Avg +15.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.12% | 6.82%1.12% | 14.18%
Prior 2.62% | 6.52%2.62% | 13.81%
Current vs Prior +160.78% | +41.03%-57.11% | +2.71%
Prior 7-Day Avg 4.58% | 7.79%5.94% | 14.94%
Current vs 7-Day Avg +49.04% | +18.17%-81.10% | -5.04%
Prior 7-Day Eod 2.62% | 6.52%2.62% | 13.81%
Current vs 7-Day Eod +160.78% | +41.03%-57.11% | +2.71%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.54% | 5.54%
Calls: 14.81% | 5.41%
Puts: 20.26% | 5.67%
Prior 11.90% | 6.53%
Calls: 6.50% | 5.42%
Puts: 17.31% | 7.64%
Current vs Prior +47.39% | -15.16%
Prior 7-Day Avg 11.54% | 5.90%
Calls: 8.91% | 5.82%
Puts: 14.15% | 5.98%
Current vs 7-Day Avg +52.05% | -6.10%
Liquidity Pricy
+
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🤖 AI Insights

Extreme bearish P/C ratio of 1.53 - heavy put buying. P/C ratio rising 82% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 187 of results (avg 6.6%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 2477.8079.95$78.882.7%2921.0021
$320.00Jul 1776.2078.35$77.282.8%4701.00715
$320.00Aug 2882.4585.30$83.883.4%10.881
$320.00Aug 2181.5084.35$82.933.4%1030.89385
$330.00Aug 2172.8075.50$74.153.6%30.87693
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 1776.0578.70$77.383.4%11.002
$470.00Jul 1771.0573.90$72.473.9%21.0099
$470.00Aug 772.4575.40$73.934.0%2030.88213
$470.00Aug 1473.4076.40$74.904.0%10.854
$470.00Aug 2174.5577.60$76.074.0%30.82681

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 239 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 1776.2078.35$77.282.8%4701.00715
$330.00Jul 1766.4068.90$67.653.7%801.00800
$335.00Jul 1761.3564.95$63.155.7%--1.0010
$340.00Jul 1756.4059.00$57.704.5%91.00954
$350.00Jul 1746.3049.00$47.655.7%831.003.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$432.50Jul 1733.5036.40$34.958.3%391.00284
$435.00Jul 1736.0538.65$37.357.0%1851.00262
$437.50Jul 1739.0041.10$40.055.2%51.0056
$440.00Jul 1741.0043.60$42.306.1%471.001.2K
$442.50Jul 1743.5046.40$44.956.5%61.0010

Most actively traded options today. High liquidity = easy entry/exit. 503 active (total vol 192.8K, top 8.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 170.360.70$0.5364.2%8.0K0.2712.9K
$405.00Jul 170.010.05$0.03133.3%6.8K0.02647
$400.00Jul 2411.4011.90$11.654.3%4.1K0.494.2K
$440.00Aug 2110.4011.25$10.837.8%3.7K0.297.8K
$450.00Aug 218.158.90$8.538.8%3.1K0.2428.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Jul 170.200.46$0.3378.8%5.2K0.183.6K
$400.00Jul 172.353.25$2.8032.1%5.0K0.7313.3K
$390.00Jul 170.010.25$0.13184.6%4.3K0.0610.3K
$400.00Aug 2826.8029.50$28.159.6%4.1K0.47750
$350.00Jul 241.231.85$1.5440.3%3.9K0.083.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 114 strikes (avg 715.9%, max 2313.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 281345.4%55.8%2313.1%471716
$330.00Jul 17Aug 21870.7%57.7%1408.6%831.5K
$335.00Jul 17Aug 7992.8%68.1%1357.9%14714
$475.00Jul 17Aug 28738.3%51.0%1347.5%3355.9K
$472.50Jul 17Jul 31718.1%53.7%1236.8%61.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 281345.4%55.8%2313.1%1479.8K
$327.50Jul 17Jul 311628.5%79.3%1954.7%15083
$332.50Jul 17Jul 311525.6%77.4%1872.1%267103
$337.50Jul 17Jul 311423.3%76.8%1753.9%104101
$335.00Jul 17Aug 28992.8%54.3%1727.1%52245

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 265 found (best R:R 49.00, avg 3.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$455.00Aug 7$0.17$4.83$0.1728.41$450.17
$432.50$435.00Jul 24$0.11$2.39$0.1121.73$432.61
$462.50$465.00Jul 24$0.11$2.39$0.1121.73$462.61
$470.00$472.50Jul 31$0.13$2.37$0.1318.23$470.13
$472.50$475.00Jul 24$0.17$2.33$0.1713.71$472.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Aug 14$0.10$4.90$0.1049.00$329.90
$345.00$340.00Aug 7$0.16$4.84$0.1630.25$344.84
$325.00$320.00Jul 24$0.25$4.75$0.2519.00$324.75
$375.00$372.50Jul 24$0.15$2.35$0.1515.67$374.85
$350.00$347.50Jul 24$0.17$2.33$0.1713.71$349.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 405 found (best R:R 26.78, avg 2.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$370.00Jul 17$4.82$4.82$0.1826.78$369.82
$320.00$330.00Jul 17$9.63$9.63$0.3726.03$329.63
$330.00$335.00Jul 24$4.81$4.81$0.1925.32$334.81
$345.00$350.00Jul 24$4.80$4.80$0.2024.00$349.80
$340.00$345.00Jul 24$4.78$4.78$0.2221.73$344.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$435.00$432.50Jul 17$2.40$2.40$0.1024.00$432.60
$445.00$442.50Jul 24$2.40$2.40$0.1024.00$442.60
$470.00$467.50Jul 31$2.38$2.38$0.1219.83$467.62
$442.50$440.00Jul 24$2.37$2.37$0.1318.23$440.13
$445.00$442.50Jul 17$2.35$2.35$0.1515.67$442.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 108 found (avg debit $3.84, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Jul 17Jul 24$0.18738.3%58.9%
$470.00Jul 17Jul 24$0.22697.8%57.7%
$465.00Jul 17Jul 24$0.23656.6%54.7%
$460.00Jul 17Jul 24$0.27614.8%52.8%
$467.50Jul 17Jul 24$0.28677.3%58.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Jul 24$0.15614.8%52.8%
$320.00Jul 17Jul 24$0.241345.4%83.5%
$337.50Jul 17Jul 24$0.271423.3%82.4%
$467.50Jul 17Jul 31$0.27677.3%54.2%
$452.50Jul 17Jul 24$0.35550.7%56.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 239 found (cheapest 0.71% of stock, avg 12.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$397.50Jul 17$1.67$1.14$2.81$394.69$400.310.71%
$400.00Jul 17$0.53$2.80$3.33$396.67$403.330.84%
$395.00Jul 17$3.48$0.33$3.81$391.19$398.810.96%
$402.50Jul 17$0.11$5.00$5.11$397.39$407.611.28%
$392.50Jul 17$5.38$0.14$5.52$386.98$398.021.39%
$405.00Jul 17$0.03$7.28$7.31$397.69$412.311.83%
$390.00Jul 17$8.18$0.13$8.31$381.69$398.312.09%
$407.50Jul 17$0.10$9.95$10.05$397.45$417.552.52%
$387.50Jul 17$10.45$0.07$10.52$376.98$398.022.64%
$410.00Jul 17$0.01$12.25$12.26$397.74$422.263.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.06% of stock, avg 7.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$402.50$392.50Jul 17$0.11$0.14$0.25$392.25$402.75
$402.50$382.50Jul 17$0.11$0.26$0.37$382.13$402.87
$402.50$395.00Jul 17$0.11$0.33$0.44$394.56$402.94
$400.00$392.50Jul 17$0.53$0.14$0.67$391.83$400.67
$400.00$382.50Jul 17$0.53$0.26$0.79$381.71$400.79
$400.00$395.00Jul 17$0.53$0.33$0.86$394.14$400.86
$402.50$357.50Jul 17$0.11$1.07$1.18$356.32$403.68
$402.50$397.50Jul 17$0.11$1.14$1.25$396.25$403.75
$400.00$357.50Jul 17$0.53$1.07$1.60$355.90$401.60
$400.00$397.50Jul 17$0.53$1.14$1.67$395.83$401.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 250 found (best R:R 44.45, avg credit $4.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/352365/370Jul 31$4.89$0.1144.45$347.61$369.89
320/325355/360Aug 28$4.89$0.1144.45$320.11$359.89
365/370375/380Aug 7$4.88$0.1240.67$365.12$379.88
365/370375/380Aug 14$4.88$0.1240.67$365.12$379.88
348/350355/360Jul 24$4.87$0.1337.46$345.13$359.87
350/352360/365Jul 31$4.86$0.1434.71$347.64$364.86
340/342345/350Jul 31$4.85$0.1532.33$337.65$349.85
350/355370/375Aug 7$4.85$0.1532.33$350.15$374.85
365/370390/395Aug 14$4.83$0.1728.41$365.17$394.83
320/325345/350Aug 7$4.81$0.1925.32$320.19$349.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 254 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$410.00$415.00$420.00Aug 28$0.06$4.9482.33
$370.00$375.00$380.00Aug 7$0.07$4.9370.43
$415.00$420.00$425.00Aug 28$0.07$4.9370.43
$360.00$365.00$370.00Aug 7$0.08$4.9261.50
$325.00$330.00$335.00Jul 24$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$420.00$425.00$430.00Aug 7$0.07$4.9370.43
$435.00$440.00$445.00Aug 7$0.07$4.9370.43
$450.00$455.00$460.00Aug 14$0.07$4.9370.43
$400.00$410.00$420.00Aug 21$0.15$9.8565.67
$445.00$450.00$455.00Jul 31$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 154 found (best net $-2.68, 134 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$470.001:2Aug 21-$4.62$5.38
$450.00$460.001:2Aug 21-$5.03$4.97
$460.00$465.001:2Jul 31-$0.97$4.03
$440.00$450.001:2Aug 21-$6.23$3.77
$470.00$475.001:2Aug 7-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Aug 21-$2.68$7.32
$340.00$330.001:2Aug 21-$3.46$6.54
$350.00$340.001:2Aug 21-$4.30$5.70
$325.00$320.001:2Jul 24-$0.20$4.80
$360.00$350.001:2Aug 21-$5.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 107 found (best yield 6.78%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Aug 28$27.000.530.4%6.78%7.19%4259
$400.00Aug 21$24.750.520.4%6.21%6.62%1.6K16.1K
$405.00Aug 28$24.100.501.7%6.05%7.71%19309
$410.00Aug 28$21.850.472.9%5.48%8.40%3450
$400.00Aug 14$21.750.520.4%5.46%5.87%102148
$405.00Aug 14$20.050.481.7%5.03%6.70%47153
$410.00Aug 21$20.050.462.9%5.03%7.95%2151.6K
$400.00Aug 7$20.000.520.4%5.02%5.43%176100
$415.00Aug 28$19.850.444.2%4.98%9.16%6018
$420.00Aug 28$17.850.425.4%4.48%9.91%771

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 112,157
Total Puts 171,246
Put/Call Ratio 1.53
Net Difference -59,089

Prior's Put/Call Breakdown

Total Calls 221,885
Total Puts 186,524
Put/Call Ratio 0.84
Net Difference 35,361

Prior 7-Day Put/Call Summary

Total Calls 829,215
Total Puts 841,998
Average Put/Call Ratio 1.09
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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